How great is she... it could be a question ? or exclamation ! how great she is.. it's a part of a sentence

As Thaily said - the first is the form of a question, the second is (part of) a statement. It is only part of a statement - so, you would need to say something like 'I want to find out how great she is' or 'it was only after reading her biography that I realised how great she is'.

"How great is she" is a question and "how great she is" is more of a statement